daytrend

06/16/2016

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:52 am ET
by daytrend on 20160616. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160616 9:52 am ET)
1.9% of stocks are above yesterday’s high.
10.4% are above yesterday’s midpoint. (89.6% are below.)
63.0% are below yesterday’s low.
35.1% are inside yesterday’s range.
4.0% of stocks with today’s high > yesterday’s high. (96.0% less than).
74.1% of stocks with today’s low < yesterday’s low. (25.9% greater than).

EVIDENCE OF INTRADAY TREND (20160616 9:52 am ET)
24.0% of stocks are above today’s open. (73.8% are below).
6.1% of stocks are above today’s open and yesterday’s close.
71.5% are below both.
1.8% of stocks opened above yesterday’s high.
5.6% of stocks opened above yesterday’s close. (92.8% opened below yesterday’s close).
48.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160616 9:52 am ET)
5.2% of stocks are in the top 10% of today’s range.
10.5% are in the top 20%.
33.4% are in the top half. 66.6% of stocks are in the bottom half of today’s range.
32.6% are in the bottom 20%.
18.3% are in the bottom 10%.

GAIN (20160616 9:52 am ET)
8.6% of stocks are above yesterday’s close. (91.4% are below.)
0.0% are up 4.5% or more. 1.9% are down 4.5% or more.
0.1% are up 3.5% or more. 3.9% are down 3.5% or more.
49.2% are between +1% and -1%.

RSI on DAILY (20160616 9:52 am ET)
2-day: >=95:0.6%…>=90:1.2%…>=80:3.4%…>=50:11.9%…<=20:58.2%…<=10:39.1%…<=5:26.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:25.3%…<=20:2.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:32.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160616 9:52 am ET)
1.9% above previous 1 highs, 63.0% below previous 1 lows
1.8% above previous 2 highs, 39.3% below previous 2 lows
1.1% above previous 3 highs, 37.7% below previous 3 lows
0.9% above previous 4 highs, 37.3% below previous 4 lows
0.9% above previous 5 highs, 37.2% below previous 5 lows
0.8% above previous 6 highs, 36.0% below previous 6 lows
0.8% above previous 7 highs, 35.4% below previous 7 lows
0.8% above previous 8 highs, 32.6% below previous 8 lows
0.8% above previous 9 highs, 30.8% below previous 9 lows
0.8% above previous 10 highs, 29.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160616 9:52 am ET)
8.6% are above or equal to 6/15 close (1 days ago), 91.4% are below.
27.1% are above or equal to 6/14 close (2 days ago), 72.9% are below.
25.3% are above or equal to 6/13 close (3 days ago), 74.7% are below.
15.7% are above or equal to 6/10 close (4 days ago), 84.3% are below.
9.8% are above or equal to 6/9 close (5 days ago), 90.2% are below.
10.4% are above or equal to 6/8 close (6 days ago), 89.6% are below.
14.3% are above or equal to 6/7 close (7 days ago), 85.7% are below.
17.4% are above or equal to 6/6 close (8 days ago), 82.6% are below.
24.1% are above or equal to 6/3 close (9 days ago), 75.9% are below.
23.4% are above or equal to 6/2 close (10 days ago), 76.6% are below.
28.1% are above or equal to 6/1 close (11 days ago), 71.9% are below.
30.8% are above or equal to 5/31 close (12 days ago), 69.2% are below.
31.6% are above or equal to 5/27 close (13 days ago), 68.4% are below.
36.7% are above or equal to 5/26 close (14 days ago), 63.3% are below.
36.4% are above or equal to 5/25 close (15 days ago), 63.6% are below.
41.1% are above or equal to 5/24 close (16 days ago), 58.9% are below.
52.1% are above or equal to 5/23 close (17 days ago), 47.9% are below.
50.7% are above or equal to 5/20 close (18 days ago), 49.3% are below.
59.0% are above or equal to 5/19 close (19 days ago), 41.0% are below.
56.1% are above or equal to 5/18 close (20 days ago), 43.9% are below.
53.9% are above or equal to 5/17 close (21 days ago), 46.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160616 9:52 am ET)
20d: 1.1% new highs, 19.2% new lows
21d: 1.1% new highs, 18.5% new lows
42d: 1.1% new highs, 11.4% new lows
63d: 1.1% new highs, 6.8% new lows
126d: 1.0% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160616 9:52 am ET)
2-day: 8.1% above, 91.9% below
3-day: 15.6% above, 84.4% below
4-day: 18.4% above, 81.6% below
5-day: 17.0% above, 83.0% below
8-day: 11.4% above, 88.6% below
10-day: 12.4% above, 87.6% below
20-day: 30.0% above, 70.0% below
50-day: 41.7% above, 58.3% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160616 9:52 am ET)
META(27): 0.15% Top=AG CDE ABX SSRI GG BVN AEM SLW ….. SLCA SCCO CCJ AA SWC CNX TCK FCX=Bottom (Metals & Mining)
HEAL(54): -0.65% Top=AMSG ZLTQ MOH CPHD NVRO ANTM EW GMED ….. ACHC NXTM BKD OPK THC CYH ELGX EVHC=Bottom (Health)
REAL(89): -0.74% Top=ACC PSA EDR DOC COR NNN MAA STOR ….. LHO RLGY SC WPG TREE PEB CBL CBG=Bottom (Real Estate)
INSU(29): -0.76% Top=FAF AIZ CINF TRV AXS ALL FNF AJG ….. AON MET CNO UNM PRU LNC MBI RDN=Bottom (Insurance)
RETA(66): -0.78% Top=KR M DSW LOW DDS CASY PLCE HD ….. BLDR FINL KMX W AN PAG ASNA RH=Bottom (Retail & Specialty Retail)
COSW(93): -0.84% Top=BITA SYMC TTWO ATVI MENT BR INXN CSOD ….. JD WUBA SQ RAX TRIP MTCH WB VIPS=Bottom (Computer Software/Internet)
MATE(31): -0.87% Top=OC RSG WM SRCL KBH PHM MAS USG ….. FLR WY DY CSTE DAR TPC SUM MTZ=Bottom (Materials & Construction)
LEIS(34): -0.94% Top=SHAK CMG SONC DRI WEN TXRH PLAY MCD ….. LVS BYD HLT MGM DRII WYNN RCL SEAS=Bottom (Leisure)
CONS(51): -1.01% Top=LULU COTY BMS CLX EL PG AVY COH ….. FOSL BC OI NKE KATE PAY UA TUP=Bottom (Consumer)
COHW(39): -1.03% Top=COMM CCI BRCD NTAP CIEN T VZ OLED ….. WDC KN GIMO PSTG GOGO SYNA SSYS CDW=Bottom (Computer Hardware/Telecom)
DISV(47): -1.12% Top=ZG MYGN PCLN VNTV FISV G ULTA PAYX ….. KBR AL R WTW CAR FDC TMH URI=Bottom (Diversified Services)
MANU(39): -1.26% Top=DHR RS ZBRA SWK DCI ROK BWXT ITW ….. JOY CMI RBC ATI KMT MRC FLS CFX=Bottom (Manufacturing)
FINA(94): -1.34% Top=HBHC CBOE CME UCBI HAWK EFX ACAS WU ….. LAZ CMA ETFC SYF WETF SIVB WBS VOYA=Bottom (Banks/Financials)
TRAN(30): -1.42% Top=NAT HA LUV UPS KSU KEX KNX EXPD ….. CP XPO CNI TRN SAVE AAL FRO BRS=Bottom (Transportation)
CHEM(26): -1.46% Top=DD MON HUN ALB DOW SHW RPM GRA ….. CE OLN CC POT MOS CF PAH MEOH=Bottom (Chemicals/Fertilizers)
ELEC(48): -1.51% Top=JBL SCTY MRVL FLEX BRKR SNPS CREE ORBK ….. CRUS MSCC ON SPWR IDTI FIT MU CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(95): -2.66% Top=PSXP RMP MPLX SHLX TEP MDU VLO MMP ….. QEP SEMG ATW CWEI OAS EMES LPI SM=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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